The Central Limit Theorem (CLT)

Tells us about the sampling distribution of sample means of random samples of

size n.
Tells us where the center is, how widely it is dispersed, and how it is distributed.

The Central Limit Theorem states the following:

1.

x =
The mean of the

2.

x =

s equals the mean of the xs

The standard error of the mean (standard error of the mean is the standard
deviation of the sampling distribution of the sample mean) equals the
standard deviation of the population divided by the square root of the sample
size.
3. The sample means are approximately normally distributed (regardless of the
shape in the sampling distribution).
NOTE: The n referred to in the central limit theorem in the size of each sample
in the sampling distribution.
Example:
Lets consider all possible samples of size that could drawn from a population
that contains the three numbers, 2, 4, and 6.
Table 1. Probability Distribution and Extension for x = 2, 4, 6
Calculate the mean and the standard deviation .
x

P(x)

1
3

1
3

1
3

12
=4
3

Total

[ ( x ) p( x) ]

= [ x p ( x ) ]
2

( 13 )+4 ( 13 )+6 ( 31 )

(24 )

( 13 )+( 44) ( 13 )+ (64) ( 13 )

2.6667

Get list of the possible samples that could be drawn if samples of size 2 were
drawn from this population and lists the means of the samples.
Table 2. All Possible Samples of size
2 and their Means

Table 3. Probability Distribution for

Means of All Possible Sample of Size
2

Possib
le
Sampl
es

P ( x )

2, 2

1
9

2, 4

2
9

2, 6

3
9

4, 2

2
9

4, 4

1
9

4, 6

Total

9
=1
9

6, 2

6, 4

6, 6

Calculate the mean

x = [ x p ( x ) ]

and the standard deviation

x =

x .

[ ( x ) p( x )]
2

x =

( 19 )+3( 29 )+4 ( 39 )+5( 29 )+6( 19 )

(24 )

36
=4
9

( 19 )+( 34 ) ( 29 )+( 44 ) ( 39 )+ ( 54) ( 29 )+ ( 64) (

2

1.3333
x =1.15 47

Figure 1. Histogram Distribution of Table 3.

Histogram for the distribution of possible 's

0.35
0.3
0.25
0.2
P()

0.15
0.1
0.05
0

The CLT says that three things will occur in this sampling distribution:
1. It will be approximately normally distributed. The histogram suggest this very
strongly.
2. The mean

x of the sampling distribution will equal the mean of the

population. They have both value 4.0.

3. The standard deviation

x of the sampling distribution will equal the

standard deviation of the population divided by the square root of the sample
size.

x =

1.1547=

1.633
2

1.1547=1.1547
Exercise:
1. Suppose that a box contains three identical blocks numbered 2, 4, and 6. A
sample of three numbers is drawn with replacement. The mean of the sample
is determined.
a. Make a list that shows all the possible samples that could result from
the sampling.
b. Determine the mean of each of these samples and form a sampling
distribution of these sample means. (Express as a probability of
distribution.)
c. Find the mean of this sampling distribution,
d. Find the standard error of the mean

x .

x for this sampling distribution.

Application of Central Limit Theorem

Examples
1. Consider a normal distribution with = 100 and = 20. If a sample of size 16 is
selected at random,
a. What is the probability that this sample will have a mean value between
90 and 110? That is, what is

P ( 90< x < 110 ) ?

Solution:
To determine probabilities associated with a normal distribution, we will need
to convert the statement

P ( 90< x < 110 ) to probability concerning z in order

to use table, the standard distribution table.

The sampling distribution is shown in the accompanying figure, with

P ( 90< x < 110 ) represented by shaded area.

The formula for finding z, knowing a value of

z=

x , is

x x
x

However, the CLT tells us the

x = and

x =

n . Therefore, we will

rewrite the formula in teems of and .

z=

n
Using the formula, we find that

z=

90100 10
=
=2.0
20
5
16
x =110

z=

x =90

has standard score of

110100 10
= =2.0
20
5
16

Therefore,

P ( 90< x < 110 )=P (2.0< z <2.0 )

has standard score of

 ( 0.4772 )+ ( 0.4772 )=0.9544

b. What is the probability that the sample mean will have a value greater
than 97?

P ( x >97 )

z=

n
Using the formula, we find that

z=

x =97

has standard score of

97100 3
= =0.6
20
5
16
Therefore,

P ( x >97 )=P ( z> 0.6 )

.2258+.5=.7258

2. A population of 29 year-old males has a mean salary of 29,321 pesos with a

standard deviation of 2,120 pesos. If a sample of 100 men is taken, what is the
probability their mean salaries will be less than 29,000 pesos?

Solution:

P ( x <29 000 )

z=

n
Using the formula, we find that

z=

x =29 000

has standard score of

29 00029 321 321

=
=1.51
2 120
212
100
Therefore,

P ( x <29 000 ) =P ( z <1.51 )

.4345+.5=0.9345

10.9345=0.0655

Exercise:
Kindergarten children have heights that are approximately normally
distributed about a mean of 39 inches and a standard deviation of 2 inches. A
random sample of size 25 is taken and the mean

x is calculated.

a. What is the probability that this mean value will be between 38.5 and 40
inches?

b. A classroom of 30 of these children is used as a sample. What is the that

the class mean

x is less than 44 inches?

c. If an individual kindergarten child is selected at random, what is the

probability that he or she is taller than 40 inches.